84 lines
2.7 KiB
Python
84 lines
2.7 KiB
Python
# ============================================================
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# QuantDinger 四路信号空壳模板（契约 v1）
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# ------------------------------------------------------------
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# 复制到指标 IDE 作为新策略起点；与平台默认模板一致。
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# 文档: docs/SIGNAL_EXECUTION_STANDARD_CN.md
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# ============================================================
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my_indicator_name = "四路信号策略模板"
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my_indicator_description = "在此填写策略逻辑说明；默认双均线示例，可整体替换计算段。"
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# --- QuantDinger execution contract (v1) ---
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# signal_form: four_way
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# exit_owner: engine
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# flip_mode: R2
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# @strategy stopLossPct 0.03
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# @strategy takeProfitPct 0.06
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# @strategy entryPct 0.25
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# @strategy trailingEnabled false
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# @strategy tradeDirection both
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# 说明：close_* 只表达趋势反转时的结构性平仓；固定价格风控由 engine 负责。
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# 若把 TP/SL/轨道触及退出写进 close_*，请改为 exit_owner: indicator。
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# @param fast_period int 10 快线 EMA 周期
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# @param slow_period int 30 慢线 EMA 周期
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def edge(s):
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s = s.fillna(False).astype(bool)
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return s & ~s.shift(1).fillna(False)
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fast_period = int(params.get("fast_period", 10))
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slow_period = int(params.get("slow_period", 30))
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df = df.copy()
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ema_fast = df["close"].ewm(span=fast_period, adjust=False).mean()
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ema_slow = df["close"].ewm(span=slow_period, adjust=False).mean()
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golden = (ema_fast > ema_slow) & (ema_fast.shift(1) <= ema_slow.shift(1))
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death = (ema_fast < ema_slow) & (ema_fast.shift(1) >= ema_slow.shift(1))
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raw_open_long = golden
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raw_open_short = death
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raw_close_long = death
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raw_close_short = golden
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df["open_long"] = edge(raw_open_long)
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df["open_short"] = edge(raw_open_short)
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df["close_long"] = edge(raw_close_long)
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df["close_short"] = edge(raw_close_short)
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n = len(df)
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open_long_marks = [
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df["low"].iloc[i] * 0.995 if bool(df["open_long"].iloc[i]) else None for i in range(n)
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]
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open_short_marks = [
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df["high"].iloc[i] * 1.005 if bool(df["open_short"].iloc[i]) else None for i in range(n)
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]
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output = {
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"name": my_indicator_name,
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"plots": [
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{
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"name": f"EMA{fast_period}",
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"data": ema_fast.fillna(0).tolist(),
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"color": "#FF9800",
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"overlay": True,
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},
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{
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"name": f"EMA{slow_period}",
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"data": ema_slow.fillna(0).tolist(),
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"color": "#3F51B5",
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"overlay": True,
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},
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],
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"signals": [
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{"type": "buy", "text": "L", "data": open_long_marks, "color": "#00E676"},
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{"type": "sell", "text": "S", "data": open_short_marks, "color": "#FF5252"},
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],
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}
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